ECBOT 10 Year T-Note Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
127-060 |
127-180 |
0-120 |
0.3% |
130-020 |
| High |
127-200 |
127-180 |
-0-020 |
0.0% |
130-160 |
| Low |
127-060 |
127-010 |
-0-050 |
-0.1% |
128-000 |
| Close |
127-140 |
127-030 |
-0-110 |
-0.3% |
128-050 |
| Range |
0-140 |
0-170 |
0-030 |
21.4% |
2-160 |
| ATR |
0-195 |
0-193 |
-0-002 |
-0.9% |
0-000 |
| Volume |
43 |
516 |
473 |
1,100.0% |
724 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-263 |
128-157 |
127-124 |
|
| R3 |
128-093 |
127-307 |
127-077 |
|
| R2 |
127-243 |
127-243 |
127-061 |
|
| R1 |
127-137 |
127-137 |
127-046 |
127-105 |
| PP |
127-073 |
127-073 |
127-073 |
127-058 |
| S1 |
126-287 |
126-287 |
127-014 |
126-255 |
| S2 |
126-223 |
126-223 |
126-319 |
|
| S3 |
126-053 |
126-117 |
126-303 |
|
| S4 |
125-203 |
125-267 |
126-256 |
|
|
| Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-123 |
134-247 |
129-170 |
|
| R3 |
133-283 |
132-087 |
128-270 |
|
| R2 |
131-123 |
131-123 |
128-197 |
|
| R1 |
129-247 |
129-247 |
128-123 |
129-105 |
| PP |
128-283 |
128-283 |
128-283 |
128-212 |
| S1 |
127-087 |
127-087 |
127-297 |
126-265 |
| S2 |
126-123 |
126-123 |
127-223 |
|
| S3 |
123-283 |
124-247 |
127-150 |
|
| S4 |
121-123 |
122-087 |
126-250 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-262 |
|
2.618 |
128-305 |
|
1.618 |
128-135 |
|
1.000 |
128-030 |
|
0.618 |
127-285 |
|
HIGH |
127-180 |
|
0.618 |
127-115 |
|
0.500 |
127-095 |
|
0.382 |
127-075 |
|
LOW |
127-010 |
|
0.618 |
126-225 |
|
1.000 |
126-160 |
|
1.618 |
126-055 |
|
2.618 |
125-205 |
|
4.250 |
124-248 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-095 |
127-120 |
| PP |
127-073 |
127-090 |
| S1 |
127-052 |
127-060 |
|